Quantitative Finance
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user2183336

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 7 years, 3 months
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6 Trouble arriving at Black-Scholes Formula Nov 5 '13
4 Iterating through every path of a Trinomial Tree Apr 9 '13
3 Beta vs. Implied Volatility statistical arbitrage using options Jul 2 '13
2 Can we derive 5 year zero coupon interest rate by using 1, 2 and 3 year zero coupon interest rate? Apr 23 '16
2 Calculating the error of a Trinomial Model Sep 19 '13
2 Add transaction costs to prediction May 16 '13
1 Thoughts on how quantitative hedge funds use machine learning to invest in the stock market (algorithms, examples of data, etc.) Apr 23 '16
0 Portfolio Theory: Must VarCovar Matrix be based on return var/covar? Apr 23 '16
0 Calculating arbitrage- S&P 500 stocks vs S&P 500 Index future? Sep 16 '13
0 What is the effect of dividend yield being greater than the risk-free rate to American options pricing? Aug 20 '14

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